30 chapters past this point in the LN, she still believes he knew she was there, and that he knew that erika was in the closet, but she thinks that he let her know he knew about her, coz aparently yuno is a mix of human and an ancient star.
So when the mc lears that this race and some knights were gonna fight he tried to stop it, but for that he needed the help of yuno and a bunch of other sumeragi's ninjas, so Yuno believes that the mc knew about her true race all the time, and decided to let her know about the danger her ppl were facing.
tl;dr: she misunderstands even more, and finally decides hes a great man